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30 September 2008 Markit ABX.HE 05-2 Launch Postponed (pdf) Per majority dealer vote, the roll date for the Markit ABX.HE 05-2 index has been postponed due to the current market conditions. Markit will announce the new launch date in due course. 23 September 2008 Markit ABX.HE Trading Convention Change As of September 23rd, 2008, upfront fees and post trade events (terminations & assignments) for the Markit ABX.HE and TABX.HE indices will settle T+3, changing from the previous convention of T+5. The revised confirmation forms for both indices can be found on the documentation pages. 10 September 2008 Markit to Launch ABX.HE 05-2 Index (pdf) 2 May 2008 Markit to add ABX.HE.PENAAA indices (pdf) Markit will add a Penultimate AAA Sub-Index to existing and future series of the Markit ABX.HE indices. The new ABX.HE.PENAAA sub-index will reference AAA rated bonds that are second to last in principal distribution priority for the ABX.HE deals. The ABX.HE.PENAAA will be added to the existing series of ABX.HE indices on May 14, 2008. 27 November 2006 Markit ABX-HE 06-1 Experiences First Shortfall (pdf) Markit CDS IndexCo Rolling Guide (pdf) 18 July 2007 Markit CDS IndexCo Conduct Roll of ABX Indices (pdf)Click here to register your interest
